I watched the first season during its original run on Japanese TV and quite liked it. I quickly started looking into the visual novels and started slowly reading through them.
The first season is
okay, violence is nice and all, but the story was messed up a lot due to them having to fit
six whole arcs into one 26-episode season. I actually had to watch the first season twice to even get a general idea of what was going on. Second season's great, though it wasn't as popular with most of the fans due to adapting the arcs with less violence. =|
Rei is okay so far. The first filler episode was terrible (I'm not a fan of nonsensical fanservice-filler episodes for serious animes) but the second one, where the Dice Killer arc starts, is quite good.
Who's everyone's favorite character(s)? I'm quite a fan of Shmion and the male side-characters. (Tomitake, Irie and Mr. Delicious.) The Shmion twins are just so delightfully confusing and the guys are simply charming.
I'm not a huge fan of Rena and Hanyuu, though. Rena's usual personality is like an extreme, annoying fangirl, and her batshit personality is just unlikable and insane.